+195.5%
USO vs SWK
-38.7%
+234.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +9.5% | -0.4% | +9.9% | +9.4% |
| 30D | +23.6% | -5.7% | +29.3% | +23.5% |
| 3M | +3.8% | +24.1% | -20.3% | +3.8% |
| 6M | +55.0% | +24.7% | +30.3% | +55.4% |
| YTD | +105.3% | +33.9% | +71.3% | +104.2% |
| 1Y | +91.4% | +34.7% | +56.7% | +90.1% |
| 3Y | +84.6% | +15.3% | +69.3% | +82.2% |
| All | +195.5% | -38.7% | +234.2% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling